+30.8%
RIO vs AEIS
+6.2%
+24.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.1% | +14.7% | +5.4% |
| 7D | -1.6% | -12.7% | +11.1% | +0.4% |
| 30D | -11.6% | -28.8% | +17.2% | -6.6% |
| 3M | -12.7% | -38.0% | +25.3% | -5.8% |
| 6M | -12.4% | -45.3% | +32.9% | -4.7% |
| YTD | +11.0% | +1.1% | +9.9% | +9.4% |
| 1Y | +30.8% | +8.6% | +22.2% | +27.6% |
| All | +30.8% | +6.2% | +24.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling